The following pages link to (Q4249018):
Displaying 33 items.
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
- Bootstrap uniform central limit theorems for Harris recurrent Markov chains (Q309568) (← links)
- The uniform central limit theorem for the tent map (Q433602) (← links)
- General \(M\)-estimation and its bootstrap (Q457623) (← links)
- Central limit theorem for weighted martingales with applications (Q918024) (← links)
- Some limit theorems for the empirical process indexed by functions (Q1072218) (← links)
- The law of large numbers in locally convex spaces (Q1093231) (← links)
- The central limit theorem for stochastic processes. II (Q1117547) (← links)
- Measures on topological spaces (Q1273572) (← links)
- On nondifferentiable functions and the bootstrap (Q1326309) (← links)
- \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters (Q1336984) (← links)
- The central limit theorem for empirical processes on V-Č classes: A majorizing measure approach (Q1346933) (← links)
- Functional central limit theorems for triangular arrays of function-indexed processes under uniformly integrable entropy conditions (Q1368844) (← links)
- Weak convergence of convex stochastic processes (Q1379910) (← links)
- Convergence of weighted partial sums when the limiting distribution is not necessarily Radon (Q1593627) (← links)
- Connecting pairwise geodesic spheres by depth: DCOPS (Q1755114) (← links)
- Significance testing in nonparametric regression based on the bootstrap. (Q1848914) (← links)
- Moderate deviations for degenerate \(U\)-processes. (Q1877398) (← links)
- On the asymptotic accuracy of the bootstrap under arbitrary resampling size (Q1881419) (← links)
- Uniform CLT for Markov chains and its invariance principle: A martingale approach (Q1900163) (← links)
- Weak convergence for the row sums of a triangular array of empirical processes under bracketing conditions (Q1965909) (← links)
- Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions (Q2078532) (← links)
- Functional weak limit theorem for a local empirical process of non-stationary time series and its application (Q2174984) (← links)
- Limiting law results for a class of conditional mode estimates for functional stationary ergodic data (Q2396741) (← links)
- Nonparametric tests of independence between random vectors (Q2474244) (← links)
- On weak convergence of the bootstrap general empirical process with random resample size (Q2510599) (← links)
- General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters (Q2684951) (← links)
- Empirical Processes in Survey Sampling with (Conditional) Poisson Designs (Q2965537) (← links)
- Majorization in de Branges spaces. III. Division by Blaschke products (Q3061254) (← links)
- The structure of functions satisfying the law of large numbers in a class of locally convex spaces (Q3127308) (← links)
- On the minimizing point of the incorrectly centered empirical process and its limit distribution in nonregular experiments (Q3373748) (← links)
- The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions (Q4686484) (← links)
- A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) (← links)
